Anic Equity¶

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Total return since start: 0.571 %¶

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Equity now: -----------------------------> 47994.19 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46599.31 Kr¶

PnL: ---------------------------------------> -289.26 Kr¶

DD now: ---------------------------------> -1.307 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 17:18:33.411793'

Anic Portfolio¶

Today¶

Return: 0.969 %¶

This Week¶

Return: 0.969 %¶

Total¶

Return: 57.121 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.630000 2866.500000 230.500000 8.740000 2636.000010
Beijer Electronics Group 26 0.660000 3156.400000 185.400000 6.240000 2971.000006
Corem Property Group B 59 6.510000 684.990000 107.990000 18.720000 576.999999
Samhällsbyggnadsbo. i Norden B 20 7.530000 457.000000 102.000000 28.730000 355.000000
HMS Networks 2 0.650000 716.600000 43.600000 6.480000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 1.290000 1692.000000 38.000000 2.300000 1653.999996
Midsona B 63 2.550000 607.320000 24.320000 4.170000 582.999984
Samhällsbyggnadsbo. i Norden D 12 3.890000 269.280000 23.280000 9.460000 246.000000
OEM International B 7 2.090000 548.100000 20.100000 3.810000 527.999997
Fastighetsbolag. Emilshus Pref 21 3.550000 581.700000 19.700000 3.510000 562.000005
Nordea Bank Abp 29 0.670000 3472.460000 18.460000 0.530000 3453.999992
Intrum 4 2.250000 544.400000 17.400000 3.300000 527.000000
MedCap 2 3.300000 438.000000 17.000000 4.040000 421.000000
Coor Service Management Hold. 8 0.440000 548.400000 16.400000 3.080000 532.000000
Essity A 4 0.520000 1164.000000 15.000000 1.310000 1149.000000
Karnov Group 9 -0.160000 550.800000 14.800000 2.760000 536.000004
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Norva24 Group 16 0.120000 553.920000 10.920000 2.010000 543.000000
Resurs Holding 22 -0.230000 583.660000 9.660000 1.680000 573.999998
Essity B 2 0.940000 581.800000 7.800000 1.360000 574.000000
CTEK 13 4.590000 541.710000 7.710000 1.440000 533.999999
AcadeMedia 12 0.340000 563.280000 6.280000 1.130000 557.000004
Handelsbanken A 5 0.580000 548.900000 2.900000 0.530000 546.000000
Creaspac SPAC 6 -0.100000 578.400000 1.400000 0.240000 577.000002
Swedbank A 3 0.590000 564.300000 0.300000 0.050000 564.000000
Securitas B 6 1.090000 569.760000 -0.240000 -0.040000 570.000000
SAAB B 8 1.410000 3328.800000 -48.200000 -1.430000 3377.000000
International Petroleum Corp. 5 3.070000 536.500000 -58.070000 -9.770000 594.565215
Sampo Oyj SDB 7 0.740000 3790.500000 -59.500000 -1.550000 3850.000000
Vivesto 1368 2.510000 546.930000 -66.070000 -10.780000 612.999432
OX2 18 -2.230000 1500.300000 -163.700000 -9.840000 1663.999992
Axfood 13 0.660000 3578.900000 -177.100000 -4.720000 3756.000001
Ovzon 52 1.220000 3031.600000 -330.400000 -9.830000 3361.999992
Fasadgruppen Group 35 -1.110000 3426.500000 -384.500000 -10.090000 3810.999990
TOTAL 46599.310000 -289.260000 -1.30722% 46888.564618

Updated:¶

'2023-01-16 17:18:45.847695'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶